Supplementary Material: Iterative Causal Discovery in the Possible Presence of Latent Confounders and Selection Bias

In this section we provide a detailed proof for the correctness and completeness of the ICD algorithm. For easier referencing we describe ICD in Algorithm 1, and describe the ICD-Sep conditions. Z is a subset of ICD - Sep(A, B) given r { 0, .. . O that are connected in G and disconnected in D, and such that A is not an ancestor of B in D . O that are connected in G and disconnected in D .